Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 0.69% 1.33 CHF 1.34 CHF 150'000 150'000 150'000 150'000 216'217 CHF 217'717 CHF 99.17% 99.17%
19.11.2024 0.76% 1.31 CHF 1.32 CHF 150'000 150'000 150'000 150'000 196'837 CHF 198'337 CHF 99.16% 99.16%
18.11.2024 0.67% 1.54 CHF 1.55 CHF 150'000 150'000 150'000 150'000 223'122 CHF 224'622 CHF 99.22% 99.22%
15.11.2024 0.62% 1.49 CHF 1.50 CHF 150'000 150'000 150'000 150'000 239'867 CHF 241'367 CHF 99.16% 99.16%
14.11.2024 0.58% 1.86 CHF 1.87 CHF 150'000 150'000 150'000 150'000 259'204 CHF 260'704 CHF 99.03% 99.03%
13.11.2024 0.62% 1.65 CHF 1.66 CHF 150'000 150'000 150'000 150'000 243'166 CHF 244'666 CHF 99.16% 99.16%
12.11.2024 0.54% 1.67 CHF 1.68 CHF 150'000 150'000 150'000 150'000 278'479 CHF 279'979 CHF 99.16% 99.16%
11.11.2024 0.47% 2.11 CHF 2.12 CHF 150'000 150'000 150'000 150'000 318'647 CHF 320'147 CHF 99.16% 99.16%
08.11.2024 0.52% 1.88 CHF 1.89 CHF 150'000 150'000 150'000 150'000 290'252 CHF 291'752 CHF 99.17% 99.17%
07.11.2024 0.46% 2.14 CHF 2.15 CHF 150'000 150'000 150'000 150'000 327'955 CHF 329'455 CHF 90.59% 90.59%

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